+379.6%
META vs WAB
+291.6%
+88.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.7% |
| 7D | +6.7% | -3.2% | +9.9% | +7.9% |
| 30D | +4.8% | -4.4% | +9.2% | +6.4% |
| 3M | -1.6% | +7.9% | -9.5% | -4.9% |
| 6M | -7.5% | +8.7% | -16.2% | -11.1% |
| YTD | -6.4% | +33.0% | -39.4% | -16.4% |
| 1Y | -17.3% | +46.7% | -64.0% | -29.0% |
| 3Y | +109.9% | +153.0% | -43.1% | +49.1% |
| 5Y | +65.4% | +222.3% | -156.9% | +9.1% |
| All | +379.6% | +291.6% | +88.0% | +174.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WAB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling